+174.5%
CHRW vs WAT
+156.2%
+18.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | -21.2% | +9.1% | -30.2% | -23.1% |
| 6M | -16.7% | +32.4% | -49.1% | -23.1% |
| YTD | -5.4% | +6.6% | -11.9% | -7.9% |
| 1Y | +21.2% | +34.7% | -13.5% | +10.5% |
| 3Y | +86.5% | +53.6% | +32.9% | +58.6% |
| 5Y | +93.0% | -4.1% | +97.1% | +84.3% |
| 10Y | +174.5% | +167.9% | +6.7% | +94.9% |
| All | +174.5% | +156.2% | +18.3% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling